+2,715.8%
MSCI vs THC
+1,528.3%
+1,187.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +2.8% | +3.7% | -0.9% | +2.2% |
| 30D | +15.4% | +9.0% | +6.4% | +13.7% |
| 3M | +13.4% | +10.4% | +3.0% | +11.4% |
| 6M | +10.9% | +45.7% | -34.8% | +3.2% |
| YTD | +13.0% | +42.6% | -29.6% | +4.8% |
| 1Y | +12.0% | +38.8% | -26.7% | +4.2% |
| 3Y | +34.1% | +418.8% | -384.7% | -3.6% |
| 5Y | +3.9% | +275.7% | -271.8% | -23.2% |
| 10Y | +802.0% | +1,496.2% | -694.2% | +337.1% |
| All | +2,715.8% | +1,528.3% | +1,187.5% | +1,026.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling